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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.75% | 99.20 % | 99.95 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,792 CHF | 149,925 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.75% | 99.23 % | 99.98 % | 151,000 | 150,000 | 151,000 | 149,999 | 149,838 CHF | 149,970 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.75% | 99.25 % | 100.00 % | 151,000 | 150,000 | 151,000 | 149,987 | 149,868 CHF | 149,987 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.75% | 99.25 % | 100.00 % | 151,000 | 150,000 | 151,000 | 149,333 | 149,887 CHF | 149,352 CHF | 99.98% | 99.98% |
| 14/11/2024 | 0.75% | 99.26 % | 100.01 % | 151,000 | 149,000 | 151,000 | 149,653 | 149,804 CHF | 149,589 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.75% | 99.20 % | 99.95 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,792 CHF | 149,925 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.75% | 99.25 % | 100.00 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,868 CHF | 150,000 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.75% | 99.26 % | 100.01 % | 151,000 | 149,000 | 151,000 | 149,021 | 149,894 CHF | 149,047 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.75% | 99.24 % | 99.99 % | 151,000 | 150,000 | 151,000 | 150,000 | 149,852 CHF | 149,985 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.75% | 99.26 % | 100.01 % | 151,000 | 149,000 | 151,000 | 149,015 | 149,882 CHF | 149,030 CHF | 100.00% | 100.00% |
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